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VSDP: Verified SemiDefinite Programming : user's guide ; beta version 0.1 for MATLAB 7.0
Publikationstyp
Learning Object
Date Issued
2006
Sprache
English
Author(s)
Institut
TORE-URI
Citation
Optimization online
Publisher
Optimization Technology Center
VSDP is a MATLAB software package for rigorously solving semidefinite programming problems. It expresses these problems in a notation closely related to the form given in textbooks and scientific papers. Functions for computing verified forward error bounds of the true optimal value and verified certificates of feasibility and infeasibility are provided. All rounding errors due to floating point arithmetic are taken into account. Computational results are given, including results for the SDPLIB benchmark problems. This package supports interval input data and sparse format.
Subjects
semidefinite programming
rigorous error bounds
interval arithmetic
DDC Class
004: Informatik
510: Mathematik